Nonlinr Economet Model Time Sr Anl: Proceedings of the Eleventh International Symposium in Economic Theory: 11 (International Symposia in Economic Theory and Econometrics, Series Number 11)

Barnett, William A.

ISBN 10: 052102868X / ISBN 13: 9780521028684

Published by Cambridge University Press, 2006

About this Item

This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests. Editor(s): Barnett, William A.; Hendry, David F.; Hylleberg, Svend; Terasvirta, Timo; Tjostheim, Dag (Universitetet i Bergen, Norway); Wurtz, Allan (University of New South Wales, Sydney). Series: International Symposia in Economic Theory and Econometrics. Num Pages: 240 pages, 16 b/w illus. 27 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 14. Weight in Grams: 360. . 2008. 1st Edition. paperback. . . . . Books ship from the US and Ireland.

Seller Inventory # V9780521028684

Bibliographic Details

• Title: Nonlinr Economet Model Time Sr Anl: Proceedings of the Eleventh International Symposium in Economic Theory: 11 (International Symposia in Economic Theory and Econometrics, Series Number 11)
• Publisher: Cambridge University Press
• Publication Date: 2006
• Language: English
• ISBN 10: 052102868X
• ISBN 13: 9780521028684
• Binding: Soft cover
• Condition: New

About this title

Synopsis

Nonlinear Econometric Modeling in Time Series Analysis presents recent developments in this important area of research. This is the first volume to focus on the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference, and error-correction models.

Book Description

Nonlinear Econometric Modeling in Time Series presents some recent developments in this area of research. While many of the prior volumes in this series have included investigations on nonlinearity and complex dynamics in economic theory and in structural econometric modeling , this is the first volume to focus on the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference, and error-correction models.